CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	471-0	471-2	0-2	0.1%	461-4
High	471-2	472-4	1-2	0.3%	466-2
Low	469-2	470-0	0-6	0.2%	444-4
Close	471-6	472-6	1-0	0.2%	462-2
Range	2-0	2-4	0-4	25.0%	21-6
ATR	8-5	8-2	-0-4	-5.1%	0-0
Volume	12,588	18,475	5,887	46.8%	66,049

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	479-2	478-4	474-1
R3	476-6	476-0	473-4
R2	474-2	474-2	473-2
R1	473-4	473-4	473-0	473-7
PP	471-6	471-6	471-6	472-0
S1	471-0	471-0	472-4	471-3
S2	469-2	469-2	472-2
S3	466-6	468-4	472-0
S4	464-2	466-0	471-3

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	522-7	514-3	474-2
R3	501-1	492-5	468-2
R2	479-3	479-3	466-2
R1	470-7	470-7	464-2	475-1
PP	457-5	457-5	457-5	459-6
S1	449-1	449-1	460-2	453-3
S2	435-7	435-7	458-2
S3	414-1	427-3	456-2
S4	392-3	405-5	450-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	472-4	462-0	10-4	2.2%	3-3	0.7%	102%	True	False	13,663
10	472-4	444-4	28-0	5.9%	4-5	1.0%	101%	True	False	14,732
20	472-4	436-0	36-4	7.7%	5-7	1.2%	101%	True	False	15,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	483-1
2.618	479-0
1.618	476-4
1.000	475-0
0.618	474-0
HIGH	472-4
0.618	471-4
0.500	471-2
0.382	471-0
LOW	470-0
0.618	468-4
1.000	467-4
1.618	466-0
2.618	463-4
4.250	459-3

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	472-2	471-1
PP	471-6	469-5
S1	471-2	468-0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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